+57.4%
VEA vs TOST
-46.7%
+104.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | +0.4% | +4.0% | -3.6% | -0.1% |
| 30D | -0.7% | +11.1% | -11.7% | -1.9% |
| 3M | -3.9% | +0.8% | -4.7% | -4.2% |
| 6M | -0.6% | +38.8% | -39.4% | -4.7% |
| YTD | +12.9% | -2.1% | +15.0% | +12.1% |
| 1Y | +18.4% | -6.0% | +24.4% | +18.0% |
| 3Y | +75.3% | +149.8% | -74.5% | +51.4% |
| 5Y | +54.3% | -42.8% | +97.1% | +40.4% |
| All | +57.4% | -46.7% | +104.1% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling